+26.4%
EWJ vs VSAT
+155.6%
-129.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +0.3% | -1.3% | +1.6% | +0.4% |
| 30D | +0.8% | -14.8% | +15.6% | +2.4% |
| 3M | +7.5% | +2.2% | +5.3% | +6.5% |
| 6M | +15.6% | +60.2% | -44.6% | +7.9% |
| YTD | +22.7% | +115.6% | -92.9% | +10.7% |
| 1Y | +26.4% | +132.9% | -106.5% | +13.0% |
| All | +26.4% | +155.6% | -129.2% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VSAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling